Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47324.55 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45926.56 Kr¶

PnL: ---------------------------------------> -962.01 Kr¶

DD now: ---------------------------------> -2.684 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 09:19:06.672414'

Anic Portfolio¶

Today¶

Return: 0.031 %¶

This Week¶

Return: -1.228 %¶

Total¶

Return: 54.928 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.000000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 -0.910000 783.600000 110.600000 16.430000 673.000000
SAAB B 8 -0.600000 3422.400000 45.400000 1.340000 3377.000000
Nordea Bank Abp 29 0.400000 3497.400000 43.400000 1.260000 3453.999992
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.100000 390.200000 35.200000 9.920000 355.000000
Corem Property Group B 59 0.000000 598.850000 21.850000 3.790000 576.999999
Resurs Holding 22 0.220000 595.100000 21.100000 3.680000 573.999998
AcadeMedia 12 -0.170000 577.680000 20.680000 3.710000 557.000004
Norva24 Group 16 1.270000 560.960000 17.960000 3.310000 543.000000
Eastnine 4 0.790000 508.000000 17.000000 3.460000 491.000000
Swedbank A 3 0.550000 579.000000 15.000000 2.660000 564.000000
Intrum 4 -0.510000 542.000000 15.000000 2.850000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
OEM International B 7 -1.030000 540.400000 12.400000 2.350000 527.999997
Securitas B 6 0.330000 578.040000 8.040000 1.410000 570.000000
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.000000 246.720000 0.720000 0.290000 246.000000
Coor Service Management Hold. 8 -0.750000 531.600000 -0.400000 -0.080000 532.000000
Boozt 12 -1.150000 1652.400000 -1.600000 -0.100000 1653.999996
Handelsbanken A 5 0.280000 541.500000 -4.500000 -0.820000 546.000000
Midsona B 63 1.110000 574.560000 -8.440000 -1.450000 582.999984
Essity B 2 0.110000 549.800000 -24.200000 -4.220000 574.000000
CTEK 13 -4.460000 507.000000 -27.000000 -5.060000 533.999999
International Petroleum Corp. 5 2.540000 566.000000 -28.570000 -4.810000 594.565215
Essity A 4 0.550000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 0.740000 2823.600000 -147.400000 -4.960000 2971.000006
OX2 18 -1.460000 1397.700000 -266.300000 -16.000000 1663.999992
Axfood 13 0.340000 3480.100000 -275.900000 -7.350000 3756.000001
Ovzon 52 -0.940000 2750.800000 -611.200000 -18.180000 3361.999992
TOTAL 45926.560000 -962.010000 -2.68423% 46888.564618

Updated:¶

'2023-01-27 09:19:19.554404'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶